Uses of Class
net.finmath.montecarlo.assetderivativevaluation.products.BlackScholesHedgedPortfolio.HedgeStrategy

Packages that use BlackScholesHedgedPortfolio.HedgeStrategy

Package	Description
net.finmath.montecarlo.assetderivativevaluation.products	Products which may be valued using an AssetModelMonteCarloSimulationModel.

Uses of BlackScholesHedgedPortfolio.HedgeStrategy in net.finmath.montecarlo.assetderivativevaluation.products

Methods in net.finmath.montecarlo.assetderivativevaluation.products that return BlackScholesHedgedPortfolio.HedgeStrategy

Modifier and Type	Method and Description
static BlackScholesHedgedPortfolio.HedgeStrategy	BlackScholesHedgedPortfolio.HedgeStrategy.valueOf(String name) Returns the enum constant of this type with the specified name.
static BlackScholesHedgedPortfolio.HedgeStrategy[]	BlackScholesHedgedPortfolio.HedgeStrategy.values() Returns an array containing the constants of this enum type, in the order they are declared.

Constructors in net.finmath.montecarlo.assetderivativevaluation.products with parameters of type BlackScholesHedgedPortfolio.HedgeStrategy

Constructor and Description
BlackScholesHedgedPortfolio(double maturity, double strike, double riskFreeRate, double volatility, double hedgeOptionMaturity, double hedgeOptionStrike, BlackScholesHedgedPortfolio.HedgeStrategy hedgeStrategy) Construction of a delta-gamma hedge portfolio assuming a Black-Scholes model.